Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result
This paper aims to study two approximation theorems in view of the periodic averaging results for non-Lipschitz multivalued stochastic differential equations with impulses and G-Brownian motion (MISDEGs). By adopting G-Itô’s formula and non-Lipschitz condition, the solutions to the simplified MSDEGs...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/5619693 |
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| Summary: | This paper aims to study two approximation theorems in view of the periodic averaging results for non-Lipschitz multivalued stochastic differential equations with impulses and G-Brownian motion (MISDEGs). By adopting G-Itô’s formula and non-Lipschitz condition, the solutions to the simplified MSDEGs without impulses may replace those of the initial MISDEGs in view of approximation in L2-sense and capacity. Finally, we bring a couple of two examples to enhance our theoretical results. |
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| ISSN: | 1099-0526 |